+20.1%
MRK vs TEM
+46.9%
-26.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.8% |
| 7D | -5.0% | -9.2% | +4.1% | -4.8% |
| 30D | +11.0% | +5.5% | +5.5% | +10.6% |
| 3M | +22.4% | +18.7% | +3.7% | +21.8% |
| 6M | +25.4% | +15.4% | +10.0% | +24.7% |
| YTD | +39.5% | -0.5% | +40.0% | +38.9% |
| 1Y | +78.0% | -24.8% | +102.8% | +77.9% |
| All | +20.1% | +46.9% | -26.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling